Uniform Maximum Projection Designs for Computer Experiments

TL;DR

This paper introduces uMaxPro, a periodic variant of MaxPro designs, to improve uniformity in low-dimensional projections for computer experiments, reducing bias and variance in Monte Carlo estimates.

Contribution

The authors propose uMaxPro, a simple, efficient modification of MaxPro that enhances statistical uniformity and robustness in computer experiment design.

Findings

uMaxPro achieves unbiased Monte Carlo integration with lower variance.

Numerical experiments show improved subspace projection performance.

Validated on engineering problems, uMaxPro improves surrogate modeling accuracy.

Abstract

Space-filling experimental designs are widely used in engineering computer experiments, where only a limited number of expensive model evaluations can be afforded. Distance-based designs such as Maximin or Minimax ensure global space-filling, while Latin hypercube sampling enforces uniform one-dimensional projections, yet neither guarantees uniformity in lowdimensional subspaces. Maximum Projection (MaxPro) designs were introduced to improve uniformity in low-dimensional subspaces, yet their original formulation relies on the Euclidean distance and may induce systematic density distortions in bounded domains. We demonstrate that the standard MaxPro criterion leads to statistically non-uniform sampling, resulting in undersampling of corner regions and biased Monte Carlo estimates. To remedy this issue, we introduce a periodic variant of the criterion, termed Uniform Maximum Projection (uMaxPro), in which the Euclidean metric is replaced by a periodic distance based on the minimum image convention. The proposed uMaxPro designs preserve the projection-aware structure of MaxPro while achieving statistical uniformity of the design-generation mechanism. Numerical experiments show unbiased Monte Carlo integration with reduced variance, excellent subspace projection performance, and competitive discrepancy properties. The methodology is further validated on benchmark engineering problems, including a meso-scale finite element model of concrete, demonstrating improved accuracy in surrogate modeling and probabilistic estimation. The resulting criterion provides a simple and computationally efficient modification of MaxPro that enhances its robustness for nonadaptive computer experiments. The construction algorithm, open-source implementation, and reproducible optimized designs are provided to facilitate practical adoption of the method.